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Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks

arXiv.org Artificial Intelligence

The execution of Volume Weighted Average Price (VWAP) orders remains a critical challenge in modern financial markets, particularly as trading volumes and market complexity continue to increase. In my previous work arXiv:2502.13722, I introduced a novel deep learning approach that demonstrated significant improvements over traditional VWAP execution methods by directly optimizing the execution problem rather than relying on volume curve predictions. However, that model was static because it employed the fully linear approach described in arXiv:2410.21448, which is not designed for dynamic adjustment. This paper extends that foundation by developing a dynamic neural VWAP framework that adapts to evolving market conditions in real time. We introduce two key innovations: first, the integration of recurrent neural networks to capture complex temporal dependencies in market dynamics, and second, a sophisticated dynamic adjustment mechanism that continuously optimizes execution decisions based on market feedback. The empirical analysis, conducted across five major cryptocurrency markets, demonstrates that this dynamic approach achieves substantial improvements over both traditional methods and our previous static implementation, with execution performance gains of 10 to 15% in liquid markets and consistent outperformance across varying conditions. These results suggest that adaptive neural architectures can effectively address the challenges of modern VWAP execution while maintaining computational efficiency suitable for practical deployment.


Software implemented fault diagnosis of natural gas pumping unit based on feedforward neural network

arXiv.org Artificial Intelligence

In recent years, more and more attention has been paid to the use of artificial neural networks (ANN) for diagnostics of gas pumping units (GPU). Usually, ANN training is carried out on models of GPU workflows, and generated sets of diagnostic data are used to simulate defect conditions. At the same time, the results obtained do not allow assessing the real state of the GPU. It is proposed to use the values of the characteristics of the acoustic and vibration processes of the GPU as the input data of the ANN. A descriptive statistical analysis of real vibration and acoustic processes generated by the operation of the GPU type GTK-25-i (Nuovo Pignone, Italy) has been carried out. The formation of packets of diagnostic signs arriving at the input of the ANN has been carried out. The diagnostic features are the five maximum amplitude components of the acoustic and vibration signals, as well as the value of the standard deviation for each sample. Diagnostic signs are calculated directly in the input pipeline of ANN data in real time for three technical states of the GPU. Using the frameworks TensorFlow, Keras, NumPy, pandas, in the Python 3 programming language, an architecture was developed for a deep fully connected feedforward ANN, training on the error backpropagation algorithm. The results of training and testing of the developed ANN are presented. During testing, it was found that the signal classification precision for the "nominal" state of all 1475 signal samples is 1.0000, for the "current" state, precision equils 0.9853, and for the "defective" state, precision is 0.9091. The use of the developed ANN makes it possible to classify the technical states of the GPU with an accuracy sufficient for practical use, which will prevent the occurrence of GPU failures. ANN can be used to diagnose GPU of any type and power.


Smart and Efficient IoT-Based Irrigation System Design: Utilizing a Hybrid Agent-Based and System Dynamics Approach

arXiv.org Artificial Intelligence

Regarding problems like reduced precipitation and an increase in population, water resource scarcity has become one of the most critical problems in modern-day societies, as a consequence, there is a shortage of available water resources for irrigation in arid and semi-arid countries. On the other hand, it is possible to utilize modern technologies to control irrigation and reduce water loss. One of these technologies is the Internet of Things (IoT). Despite the possibility of using the IoT in irrigation control systems, there are complexities in designing such systems. Considering this issue, it is possible to use agent-oriented software engineering (AOSE) methodologies to design complex cyber-physical systems such as IoT-based systems. In this research, a smart irrigation system is designed based on Prometheus AOSE methodology, to reduce water loss by maintaining soil moisture in a suitable interval. The designed system comprises sensors, a central agent, and irrigation nodes. These agents follow defined rules to maintain soil moisture at a desired level cooperatively. For system simulation, a hybrid agent-based and system dynamics model was designed. In this hybrid model, soil moisture dynamics were modeled based on the system dynamics approach. The proposed model, was implemented in AnyLogic computer simulation software. Utilizing the simulation model, irrigation rules were examined. The system's functionality in automatic irrigation mode was tested based on a 256-run, fractional factorial design, and the effects of important factors such as soil properties on total irrigated water and total operation time were analyzed. Based on the tests, the system consistently irrigated nearly optimal water amounts in all tests. Moreover, the results were also used to minimize the system's energy consumption by reducing the system's operational time.


From planning to policy: distilling $\texttt{Skill-RRT}$ for long-horizon prehensile and non-prehensile manipulation

arXiv.org Artificial Intelligence

Current robots face challenges in manipulation tasks that require a long sequence of prehensile and non-prehensile skills. This involves handling contact-rich interactions and chaining multiple skills while considering their long-term consequences. This paper presents a framework that leverages imitation learning to distill a planning algorithm, capable of solving long-horizon problems but requiring extensive computation time, into a policy for efficient action inference. We introduce $\texttt{Skill-RRT}$, an extension of the rapidly-exploring random tree (RRT) that incorporates skill applicability checks and intermediate object pose sampling for efficient long-horizon planning. To enable skill chaining, we propose $\textit{connectors}$, goal-conditioned policies that transition between skills while minimizing object disturbance. Using lazy planning, connectors are selectively trained on relevant transitions, reducing the cost of training. High-quality demonstrations are generated with $\texttt{Skill-RRT}$ and refined by a noise-based replay mechanism to ensure robust policy performance. The distilled policy, trained entirely in simulation, zero-shot transfer to the real world, and achieves over 80% success rates across three challenging manipulation tasks. In simulation, our approach outperforms the state-of-the-art skill-based reinforcement learning method, $\texttt{MAPLE}$, and $\texttt{Skill-RRT}$.


Provably Efficient RL for Linear MDPs under Instantaneous Safety Constraints in Non-Convex Feature Spaces

arXiv.org Artificial Intelligence

In Reinforcement Learning (RL), tasks with instantaneous hard constraints present significant challenges, particularly when the decision space is non-convex or non-star-convex. This issue is especially relevant in domains like autonomous vehicles and robotics, where constraints such as collision avoidance often take a non-convex form. In this paper, we establish a regret bound of $\tilde{\mathcal{O}}\bigl(\bigl(1 + \tfrac{1}{\tau}\bigr) \sqrt{\log(\tfrac{1}{\tau}) d^3 H^4 K} \bigr)$, applicable to both star-convex and non-star-convex cases, where $d$ is the feature dimension, $H$ the episode length, $K$ the number of episodes, and $\tau$ the safety threshold. Moreover, the violation of safety constraints is zero with high probability throughout the learning process. A key technical challenge in these settings is bounding the covering number of the value-function class, which is essential for achieving value-aware uniform concentration in model-free function approximation. For the star-convex setting, we develop a novel technique called Objective Constraint-Decomposition (OCD) to properly bound the covering number. This result also resolves an error in a previous work on constrained RL. In non-star-convex scenarios, where the covering number can become infinitely large, we propose a two-phase algorithm, Non-Convex Safe Least Squares Value Iteration (NCS-LSVI), which first reduces uncertainty about the safe set by playing a known safe policy. After that, it carefully balances exploration and exploitation to achieve the regret bound. Finally, numerical simulations on an autonomous driving scenario demonstrate the effectiveness of NCS-LSVI.


A Materials Foundation Model via Hybrid Invariant-Equivariant Architectures

arXiv.org Artificial Intelligence

Materials foundation models can predict energy, force, and stress of materials and enable a wide range of downstream discovery tasks. A key design choice involves the trade-off between invariant and equivariant architectures. Invariant models offer computational efficiency but may not perform well when predicting high-order outputs. In contrast, equivariant models can capture high-order symmetries, but are computationally expensive. In this work, we propose HIENet, a hybrid invariant-equivariant foundation model that integrates both invariant and equivariant message passing layers. HIENet is designed to achieve superior performance with considerable computational speedups over prior models. Experimental results on both common benchmarks and downstream materials discovery tasks demonstrate the efficiency and effectiveness of HIENet.


Near-Optimal Approximations for Bayesian Inference in Function Space

arXiv.org Machine Learning

We propose a scalable inference algorithm for Bayes posteriors defined on a reproducing kernel Hilbert space (RKHS). Given a likelihood function and a Gaussian random element representing the prior, the corresponding Bayes posterior measure $\Pi_{\text{B}}$ can be obtained as the stationary distribution of an RKHS-valued Langevin diffusion. We approximate the infinite-dimensional Langevin diffusion via a projection onto the first $M$ components of the Kosambi-Karhunen-Lo\`eve expansion. Exploiting the thus obtained approximate posterior for these $M$ components, we perform inference for $\Pi_{\text{B}}$ by relying on the law of total probability and a sufficiency assumption. The resulting method scales as $O(M^3+JM^2)$, where $J$ is the number of samples produced from the posterior measure $\Pi_{\text{B}}$. Interestingly, the algorithm recovers the posterior arising from the sparse variational Gaussian process (SVGP) (see Titsias, 2009) as a special case, owed to the fact that the sufficiency assumption underlies both methods. However, whereas the SVGP is parametrically constrained to be a Gaussian process, our method is based on a non-parametric variational family $\mathcal{P}(\mathbb{R}^M)$ consisting of all probability measures on $\mathbb{R}^M$. As a result, our method is provably close to the optimal $M$-dimensional variational approximation of the Bayes posterior $\Pi_{\text{B}}$ in $\mathcal{P}(\mathbb{R}^M)$ for convex and Lipschitz continuous negative log likelihoods, and coincides with SVGP for the special case of a Gaussian error likelihood.


Online Pseudo-average Shifting Attention(PASA) for Robust Low-precision LLM Inference: Algorithms and Numerical Analysis

arXiv.org Artificial Intelligence

Attention calculation is extremely time-consuming for long-sequence inference tasks, such as text or image/video generation, in large models. To accelerate this process, we developed a low-precision, mathematically-equivalent algorithm called PASA, based on Flash Attention. PASA introduces two novel techniques: online pseudo-average shifting and global recovering. These techniques enable the use of half-precision computation throughout the Flash Attention process without incurring overflow instability or unacceptable numerical accuracy loss. This algorithm enhances performance on memory-restricted AI hardware architectures, such as the Ascend Neural-network Processing Unit(NPU), by reducing data movement and increasing computational FLOPs. The algorithm is validated using both designed random benchmarks and real large models. We find that the large bias and amplitude of attention input data are critical factors contributing to numerical overflow ($>65504$ for half precision) in two different categories of large models (Qwen2-7B language models and Stable-Video-Diffusion multi-modal models). Specifically, overflow arises due to the large bias in the sequence dimension and the resonance mechanism between the query and key in the head dimension of the Stable-Video-Diffusion models. The resonance mechanism is defined as phase coincidence or 180-degree phase shift between query and key matrices. It will remarkably amplify the element values of attention score matrix. This issue also applies to the Qwen models. Additionally, numerical accuracy is assessed through root mean square error (RMSE) and by comparing the final generated texts and videos to those produced using high-precision attention.


Systems and Algorithms for Convolutional Multi-Hybrid Language Models at Scale

arXiv.org Artificial Intelligence

We introduce convolutional multi-hybrid architectures, with a design grounded on two simple observations. First, operators in hybrid models can be tailored to token manipulation tasks such as in-context recall, multi-token recall, and compression, with input-dependent convolutions and attention offering complementary performance. Second, co-designing convolution operators and hardware-aware algorithms enables efficiency gains in regimes where previous alternative architectures struggle to surpass Transformers. At the 40 billion parameter scale, we train end-to-end 1.2 to 2.9 times faster than optimized Transformers, and 1.1 to 1.4 times faster than previous generation hybrids. On H100 GPUs and model width 4096, individual operators in the proposed multi-hybrid StripedHyena 2 architecture achieve two-fold throughput improvement over linear attention and state-space models. Multi-hybrids excel at sequence modeling over byte-tokenized data, as demonstrated by the Evo 2 line of models. We discuss the foundations that enable these results, including architecture design, overlap-add blocked kernels for tensor cores, and dedicated all-to-all and point-to-point context parallelism strategies.


H-FLTN: A Privacy-Preserving Hierarchical Framework for Electric Vehicle Spatio-Temporal Charge Prediction

arXiv.org Artificial Intelligence

The widespread adoption of Electric Vehicles (EVs) poses critical challenges for energy providers, particularly in predicting charging time (temporal prediction), ensuring user privacy, and managing resources efficiently in mobility-driven networks. This paper introduces the Hierarchical Federated Learning Transformer Network (H-FLTN) framework to address these challenges. H-FLTN employs a three-tier hierarchical architecture comprising EVs, community Distributed Energy Resource Management Systems (DERMS), and the Energy Provider Data Centre (EPDC) to enable accurate spatio-temporal predictions of EV charging needs while preserving privacy. Temporal prediction is enhanced using Transformer-based learning, capturing complex dependencies in charging behavior. Privacy is ensured through Secure Aggregation, Additive Secret Sharing, and Peer-to-Peer (P2P) Sharing with Augmentation, which allow only secret shares of model weights to be exchanged while securing all transmissions. To improve training efficiency and resource management, H-FLTN integrates Dynamic Client Capping Mechanism (DCCM) and Client Rotation Management (CRM), ensuring that training remains both computationally and temporally efficient as the number of participating EVs increases. DCCM optimises client participation by limiting excessive computational loads, while CRM balances training contributions across epochs, preventing imbalanced participation. Our simulation results based on large-scale empirical vehicle mobility data reveal that DCCM and CRM reduce the training time complexity with increasing EVs from linear to constant. Its integration into real-world smart city infrastructure enhances energy demand forecasting, resource allocation, and grid stability, ensuring reliability and sustainability in future mobility ecosystems.